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Research Team at RBS, lists down this week’s CFTC CoT survey covering the week ending August 9th, meaning it covers the period into and after the latest Non-Farm Payroll report, as well as the Bank of England decision.
Key Quotes
“In rates, Asset Managers got shorter TY futures by -$8.6bn, to -$19bn 10yr equivalents. On a net basis however, Asset Managers are still long $80.9bn across the spectrum. Levered Funds on the other hand, added $7bn in TY, taking their net position in TY to -$2bn. Changes to Dealer positions were mixed with little overall change.
In FX, speculative accounts added to net shorts in GBP during this period surrounding the Bank of England decision, setting a new high in shorts for 2016 (Asset Managers in GBP added to shorts to the tune of ~3600 contacts). In JPY, Levered Funds added ~6000 contracts to JPY longs, with Dealers showing a large reduction of ~10,800 contracts. Other changes were more minor and mixed.”
